Milos Bozic

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Training set instance selection is an important preprocessing step in many machine learning problems, including time series prediction, and has to be considered in practice in order to increase the quality of the predictions and possibly reduce training time. Recently, the usage of mutual information (MI) has been proposed in regression tasks, mostly for(More)
Providing accurate load forecast to electric utility corporations is essential in order to reduce their operational costs and increase profits. Hence, training set selection is an important preprocessing step which has to be considered in practice in order to increase the accuracy of load forecasts. The usage of mutual information (MI) has been recently(More)
The aim of this study is to develop a relevance vector machine-a RVM classifier for trend prediction of the BELEX15 index of the Belgrade Stock Exchange. In addition, the RVM model is compared to two `similar' methods: support vector machines - SVMs and least squares support vector machines - LS-SVMs to analyze their classification precisions and(More)
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